Overview
Dataset statistics
| Number of variables | 19 |
|---|---|
| Number of observations | 2413 |
| Missing cells | 0 |
| Missing cells (%) | 0.0% |
| Duplicate rows | 0 |
| Duplicate rows (%) | 0.0% |
| Total size in memory | 360.5 KiB |
| Average record size in memory | 153.0 B |
Variable types
| DateTime | 1 |
|---|---|
| TimeSeries | 15 |
| Boolean | 1 |
| Numeric | 2 |
Timeseries statistics
| Number of series | 15 |
|---|---|
| Time series length | 2413 |
| Starting point | 2010-01-26 00:00:00 |
| Ending point | 2019-08-29 00:00:00 |
| Period | 1 day, 10 hours and 50 minutes |
repaired? has constant value "False" | Constant |
AD is highly overall correlated with EMA and 7 other fields | High correlation |
ATR is highly overall correlated with NATR and 2 other fields | High correlation |
CMO is highly overall correlated with ROC and 1 other fields | High correlation |
EMA is highly overall correlated with AD and 6 other fields | High correlation |
KAMA is highly overall correlated with AD and 6 other fields | High correlation |
MA is highly overall correlated with AD and 6 other fields | High correlation |
MidPrice is highly overall correlated with AD and 6 other fields | High correlation |
NATR is highly overall correlated with ATR and 1 other fields | High correlation |
OBV is highly overall correlated with AD and 1 other fields | High correlation |
ROC is highly overall correlated with CMO and 1 other fields | High correlation |
TRANGE is highly overall correlated with ATR and 1 other fields | High correlation |
TSF is highly overall correlated with AD and 6 other fields | High correlation |
WILLR is highly overall correlated with CMO and 1 other fields | High correlation |
WMA is highly overall correlated with AD and 6 other fields | High correlation |
close is highly overall correlated with AD and 6 other fields | High correlation |
close is non stationary | Non stationary |
MA is non stationary | Non stationary |
EMA is non stationary | Non stationary |
KAMA is non stationary | Non stationary |
WMA is non stationary | Non stationary |
MidPrice is non stationary | Non stationary |
AD is non stationary | Non stationary |
OBV is non stationary | Non stationary |
NATR is non stationary | Non stationary |
ATR is non stationary | Non stationary |
TSF is non stationary | Non stationary |
close is seasonal | Seasonal |
MA is seasonal | Seasonal |
EMA is seasonal | Seasonal |
KAMA is seasonal | Seasonal |
WMA is seasonal | Seasonal |
MidPrice is seasonal | Seasonal |
AD is seasonal | Seasonal |
OBV is seasonal | Seasonal |
NATR is seasonal | Seasonal |
ATR is seasonal | Seasonal |
Date has unique values | Unique |
EMA has unique values | Unique |
KAMA has unique values | Unique |
WMA has unique values | Unique |
NATR has unique values | Unique |
ATR has unique values | Unique |
TSF has unique values | Unique |
BOP has 258 (10.7%) zeros | Zeros |
WILLR has 43 (1.8%) zeros | Zeros |
Reproduction
| Analysis started | 2026-02-05 23:22:56.528295 |
|---|---|
| Analysis finished | 2026-02-05 23:23:26.734613 |
| Duration | 30.21 seconds |
| Software version | ydata-profiling vv4.18.1 |
| Download configuration | config.json |
Variables
Date
Date
Unique
| Distinct | 2413 |
|---|---|
| Distinct (%) | 100.0% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Memory size | 37.7 KiB |
| Minimum | 2010-01-26 00:00:00 |
|---|---|
| Maximum | 2019-08-29 00:00:00 |
| Invalid dates | 0 |
| Invalid dates (%) | 0.0% |
close
Numeric time series
High correlation Non stationary Seasonal
| Distinct | 1857 |
|---|---|
| Distinct (%) | 77.0% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 1343.2683 |
|---|---|
| Minimum | 1050.8 |
| Maximum | 1888.7 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Memory size | 37.7 KiB |
Quantile statistics
| Minimum | 1050.8 |
|---|---|
| 5-th percentile | 1118.48 |
| Q1 | 1223.7 |
| median | 1290.2 |
| Q3 | 1408.6 |
| 95-th percentile | 1720.32 |
| Maximum | 1888.7 |
| Range | 837.8999 |
| Interquartile range (IQR) | 184.90002 |
Descriptive statistics
| Standard deviation | 179.86444 |
|---|---|
| Coefficient of variation (CV) | 0.13390061 |
| Kurtosis | 0.044816901 |
| Mean | 1343.2683 |
| Median Absolute Deviation (MAD) | 79.099976 |
| Skewness | 0.9833146 |
| Sum | 3241306.4 |
| Variance | 32351.218 |
| Monotonicity | Not monotonic |
| Augmented Dickey-Fuller test p-value | 0.2930004785 |
Gap statistics
| number of gaps | 500 |
|---|---|
| min | 3 days |
| max | 5 days |
| mean | 3 days, 3 hours and 12 minutes |
| std | 8 hours, 19 minutes and 25.61 seconds |
| Value | Count | Frequency (%) |
| 1273.699951 | 6 | 0.2% |
| 1313.699951 | 5 | 0.2% |
| 1265.599976 | 4 | 0.2% |
| 1319 | 4 | 0.2% |
| 1229.300049 | 4 | 0.2% |
| 1290.599976 | 4 | 0.2% |
| 1293.300049 | 4 | 0.2% |
| 1244 | 4 | 0.2% |
| 1253.800049 | 4 | 0.2% |
| 1386.800049 | 4 | 0.2% |
| Other values (1847) | 2370 |
| Value | Count | Frequency (%) |
| 1050.800049 | 1 | |
| 1052.199951 | 1 | |
| 1054.199951 | 1 | |
| 1056.199951 | 1 | |
| 1060.099976 | 1 | |
| 1060.300049 | 1 | |
| 1061.699951 | 1 | |
| 1062.400024 | 1 | |
| 1062.900024 | 1 | |
| 1063.800049 | 1 |
| Value | Count | Frequency (%) |
| 1888.699951 | 1 | |
| 1873.699951 | 1 | |
| 1869.900024 | 1 | |
| 1858.300049 | 1 | |
| 1856.400024 | 1 | |
| 1854.400024 | 1 | |
| 1848.900024 | 1 | |
| 1828.5 | 1 | |
| 1826.800049 | 1 | |
| 1826.699951 | 1 |
repaired?
Boolean
Constant
| Distinct | 1 |
|---|---|
| Distinct (%) | < 0.1% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Memory size | 21.2 KiB |
| False |
|---|
| Value | Count | Frequency (%) |
| False | 2413 |
MA
Numeric time series
High correlation Non stationary Seasonal
| Distinct | 2386 |
|---|---|
| Distinct (%) | 98.9% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 1342.4967 |
|---|---|
| Minimum | 1066.77 |
| Maximum | 1838.65 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Memory size | 37.7 KiB |
Quantile statistics
| Minimum | 1066.77 |
|---|---|
| 5-th percentile | 1117.584 |
| Q1 | 1223.79 |
| median | 1291.52 |
| Q3 | 1399.05 |
| 95-th percentile | 1719.812 |
| Maximum | 1838.65 |
| Range | 771.87999 |
| Interquartile range (IQR) | 175.25999 |
Descriptive statistics
| Standard deviation | 179.09792 |
|---|---|
| Coefficient of variation (CV) | 0.1334066 |
| Kurtosis | 0.014794703 |
| Mean | 1342.4967 |
| Median Absolute Deviation (MAD) | 79.320007 |
| Skewness | 0.98544882 |
| Sum | 3239444.4 |
| Variance | 32076.063 |
| Monotonicity | Not monotonic |
| Augmented Dickey-Fuller test p-value | 0.4706686356 |
Gap statistics
| number of gaps | 500 |
|---|---|
| min | 3 days |
| max | 5 days |
| mean | 3 days, 3 hours and 12 minutes |
| std | 8 hours, 19 minutes and 25.61 seconds |
| Value | Count | Frequency (%) |
| 1138.22002 | 2 | 0.1% |
| 1197.740002 | 2 | 0.1% |
| 1070.920007 | 2 | 0.1% |
| 1259.81001 | 2 | 0.1% |
| 1255.96001 | 2 | 0.1% |
| 1067.420007 | 2 | 0.1% |
| 1236.859998 | 2 | 0.1% |
| 1279.000012 | 2 | 0.1% |
| 1203.879993 | 2 | 0.1% |
| 1398.349988 | 2 | 0.1% |
| Other values (2376) | 2393 |
| Value | Count | Frequency (%) |
| 1066.770007 | 1 | |
| 1067.420007 | 2 | |
| 1067.480017 | 1 | |
| 1068.370007 | 1 | |
| 1068.7 | 1 | |
| 1068.870007 | 1 | |
| 1068.930017 | 1 | |
| 1068.959998 | 1 | |
| 1069.640002 | 1 | |
| 1069.870007 | 1 |
| Value | Count | Frequency (%) |
| 1838.65 | 1 | |
| 1838.330005 | 1 | |
| 1834.809998 | 1 | |
| 1833.330005 | 1 | |
| 1833.229993 | 1 | |
| 1831.940002 | 1 | |
| 1823.569995 | 1 | |
| 1822.21001 | 1 | |
| 1819.829993 | 1 | |
| 1817.95 | 1 |
EMA
Numeric time series
High correlation Non stationary Seasonal Unique
| Distinct | 2413 |
|---|---|
| Distinct (%) | 100.0% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 1342.5124 |
|---|---|
| Minimum | 1066.7509 |
| Maximum | 1835.3699 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Memory size | 37.7 KiB |
Quantile statistics
| Minimum | 1066.7509 |
|---|---|
| 5-th percentile | 1117.7855 |
| Q1 | 1223.6657 |
| median | 1291.7884 |
| Q3 | 1398.039 |
| 95-th percentile | 1719.0542 |
| Maximum | 1835.3699 |
| Range | 768.61902 |
| Interquartile range (IQR) | 174.37334 |
Descriptive statistics
| Standard deviation | 178.67856 |
|---|---|
| Coefficient of variation (CV) | 0.13309267 |
| Kurtosis | -0.0066902725 |
| Mean | 1342.5124 |
| Median Absolute Deviation (MAD) | 78.24526 |
| Skewness | 0.98433773 |
| Sum | 3239482.4 |
| Variance | 31926.028 |
| Monotonicity | Not monotonic |
| Augmented Dickey-Fuller test p-value | 0.3213466738 |
Gap statistics
| number of gaps | 500 |
|---|---|
| min | 3 days |
| max | 5 days |
| mean | 3 days, 3 hours and 12 minutes |
| std | 8 hours, 19 minutes and 25.61 seconds |
| Value | Count | Frequency (%) |
| 1111.457679 | 1 | < 0.1% |
| 1106.538106 | 1 | < 0.1% |
| 1102.367537 | 1 | < 0.1% |
| 1098.846166 | 1 | < 0.1% |
| 1099.837781 | 1 | < 0.1% |
| 1103.030916 | 1 | < 0.1% |
| 1104.552572 | 1 | < 0.1% |
| 1096.888473 | 1 | < 0.1% |
| 1088.763287 | 1 | < 0.1% |
| 1084.569953 | 1 | < 0.1% |
| Other values (2403) | 2403 |
| Value | Count | Frequency (%) |
| 1066.750856 | 1 | |
| 1067.674193 | 1 | |
| 1067.87328 | 1 | |
| 1068.001803 | 1 | |
| 1068.598713 | 1 | |
| 1069.780761 | 1 | |
| 1069.977973 | 1 | |
| 1070.260708 | 1 | |
| 1070.442861 | 1 | |
| 1070.452062 | 1 |
| Value | Count | Frequency (%) |
| 1835.369873 | 1 | |
| 1830.738991 | 1 | |
| 1830.696506 | 1 | |
| 1830.02282 | 1 | |
| 1828.836853 | 1 | |
| 1827.924415 | 1 | |
| 1825.429058 | 1 | |
| 1819.684698 | 1 | |
| 1818.596501 | 1 | |
| 1818.305657 | 1 |
KAMA
Numeric time series
High correlation Non stationary Seasonal Unique
| Distinct | 2413 |
|---|---|
| Distinct (%) | 100.0% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 1343.3726 |
|---|---|
| Minimum | 1071.6528 |
| Maximum | 1818.3011 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Memory size | 37.7 KiB |
Quantile statistics
| Minimum | 1071.6528 |
|---|---|
| 5-th percentile | 1112.1588 |
| Q1 | 1221.5274 |
| median | 1292.7483 |
| Q3 | 1402.4225 |
| 95-th percentile | 1720.6648 |
| Maximum | 1818.3011 |
| Range | 746.64826 |
| Interquartile range (IQR) | 180.89505 |
Descriptive statistics
| Standard deviation | 180.43667 |
|---|---|
| Coefficient of variation (CV) | 0.13431618 |
| Kurtosis | -0.034753362 |
| Mean | 1343.3726 |
| Median Absolute Deviation (MAD) | 78.651599 |
| Skewness | 0.97554106 |
| Sum | 3241558.1 |
| Variance | 32557.392 |
| Monotonicity | Not monotonic |
| Augmented Dickey-Fuller test p-value | 0.3173105606 |
Gap statistics
| number of gaps | 500 |
|---|---|
| min | 3 days |
| max | 5 days |
| mean | 3 days, 3 hours and 12 minutes |
| std | 8 hours, 19 minutes and 25.61 seconds |
| Value | Count | Frequency (%) |
| 1120.654404 | 1 | < 0.1% |
| 1117.136987 | 1 | < 0.1% |
| 1112.374701 | 1 | < 0.1% |
| 1106.750307 | 1 | < 0.1% |
| 1106.639691 | 1 | < 0.1% |
| 1107.02112 | 1 | < 0.1% |
| 1107.043032 | 1 | < 0.1% |
| 1104.109372 | 1 | < 0.1% |
| 1100.984434 | 1 | < 0.1% |
| 1099.567037 | 1 | < 0.1% |
| Other values (2403) | 2403 |
| Value | Count | Frequency (%) |
| 1071.652817 | 1 | |
| 1071.76036 | 1 | |
| 1071.802567 | 1 | |
| 1071.805012 | 1 | |
| 1071.824138 | 1 | |
| 1071.901629 | 1 | |
| 1071.914146 | 1 | |
| 1071.937432 | 1 | |
| 1071.947414 | 1 | |
| 1071.955572 | 1 |
| Value | Count | Frequency (%) |
| 1818.301076 | 1 | |
| 1818.273024 | 1 | |
| 1818.151327 | 1 | |
| 1818.062978 | 1 | |
| 1817.029615 | 1 | |
| 1816.987054 | 1 | |
| 1813.989455 | 1 | |
| 1813.930928 | 1 | |
| 1813.728754 | 1 | |
| 1813.669161 | 1 |
WMA
Numeric time series
High correlation Non stationary Seasonal Unique
| Distinct | 2413 |
|---|---|
| Distinct (%) | 100.0% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 1342.7435 |
|---|---|
| Minimum | 1063.5255 |
| Maximum | 1843.5218 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Memory size | 37.7 KiB |
Quantile statistics
| Minimum | 1063.5255 |
|---|---|
| 5-th percentile | 1116.3702 |
| Q1 | 1224.2273 |
| median | 1291.2055 |
| Q3 | 1402.4073 |
| 95-th percentile | 1718.8349 |
| Maximum | 1843.5218 |
| Range | 779.99636 |
| Interquartile range (IQR) | 178.17997 |
Descriptive statistics
| Standard deviation | 179.21029 |
|---|---|
| Coefficient of variation (CV) | 0.13346577 |
| Kurtosis | 0.017275525 |
| Mean | 1342.7435 |
| Median Absolute Deviation (MAD) | 78.90728 |
| Skewness | 0.98397237 |
| Sum | 3240040.1 |
| Variance | 32116.33 |
| Monotonicity | Not monotonic |
| Augmented Dickey-Fuller test p-value | 0.3016014954 |
Gap statistics
| number of gaps | 500 |
|---|---|
| min | 3 days |
| max | 5 days |
| mean | 3 days, 3 hours and 12 minutes |
| std | 8 hours, 19 minutes and 25.61 seconds |
| Value | Count | Frequency (%) |
| 1108.918164 | 1 | < 0.1% |
| 1102.899989 | 1 | < 0.1% |
| 1097.545441 | 1 | < 0.1% |
| 1093.041808 | 1 | < 0.1% |
| 1093.494547 | 1 | < 0.1% |
| 1096.798189 | 1 | < 0.1% |
| 1099.416375 | 1 | < 0.1% |
| 1093.141835 | 1 | < 0.1% |
| 1085.745461 | 1 | < 0.1% |
| 1081.476361 | 1 | < 0.1% |
| Other values (2403) | 2403 |
| Value | Count | Frequency (%) |
| 1063.525453 | 1 | |
| 1064.576374 | 1 | |
| 1066.749088 | 1 | |
| 1067.254568 | 1 | |
| 1067.461816 | 1 | |
| 1068.381818 | 1 | |
| 1068.53819 | 1 | |
| 1068.549106 | 1 | |
| 1069.012733 | 1 | |
| 1069.572729 | 1 |
| Value | Count | Frequency (%) |
| 1843.521815 | 1 | |
| 1839.280003 | 1 | |
| 1837.823648 | 1 | |
| 1837.552719 | 1 | |
| 1835.069103 | 1 | |
| 1830.805449 | 1 | |
| 1830.123622 | 1 | |
| 1824.19092 | 1 | |
| 1823.372732 | 1 | |
| 1821.701807 | 1 |
MidPrice
Numeric time series
High correlation Non stationary Seasonal
| Distinct | 1404 |
|---|---|
| Distinct (%) | 58.2% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 1342.0322 |
|---|---|
| Minimum | 1064.55 |
| Maximum | 1852.2 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Memory size | 37.7 KiB |
Quantile statistics
| Minimum | 1064.55 |
|---|---|
| 5-th percentile | 1119.39 |
| Q1 | 1223.15 |
| median | 1292.05 |
| Q3 | 1400.3 |
| 95-th percentile | 1715.78 |
| Maximum | 1852.2 |
| Range | 787.65002 |
| Interquartile range (IQR) | 177.14996 |
Descriptive statistics
| Standard deviation | 178.09136 |
|---|---|
| Coefficient of variation (CV) | 0.13270275 |
| Kurtosis | 0.020384129 |
| Mean | 1342.0322 |
| Median Absolute Deviation (MAD) | 79.499939 |
| Skewness | 0.98245446 |
| Sum | 3238323.6 |
| Variance | 31716.534 |
| Monotonicity | Not monotonic |
| Augmented Dickey-Fuller test p-value | 0.2790865189 |
Gap statistics
| number of gaps | 500 |
|---|---|
| min | 3 days |
| max | 5 days |
| mean | 3 days, 3 hours and 12 minutes |
| std | 8 hours, 19 minutes and 25.61 seconds |
| Value | Count | Frequency (%) |
| 1239.950012 | 10 | 0.4% |
| 1308.200012 | 10 | 0.4% |
| 1067.5 | 9 | 0.4% |
| 1659.75 | 8 | 0.3% |
| 1225.299988 | 8 | 0.3% |
| 1326 | 8 | 0.3% |
| 1322.799988 | 8 | 0.3% |
| 1318.899963 | 7 | 0.3% |
| 1252.299988 | 7 | 0.3% |
| 1201.199951 | 7 | 0.3% |
| Other values (1394) | 2331 |
| Value | Count | Frequency (%) |
| 1064.549988 | 1 | < 0.1% |
| 1066.200012 | 2 | 0.1% |
| 1066.25 | 1 | < 0.1% |
| 1067 | 1 | < 0.1% |
| 1067.5 | 9 | |
| 1068.25 | 2 | 0.1% |
| 1068.5 | 1 | < 0.1% |
| 1069.650024 | 1 | < 0.1% |
| 1071.75 | 2 | 0.1% |
| 1074.650024 | 4 |
| Value | Count | Frequency (%) |
| 1852.200012 | 1 | < 0.1% |
| 1847.349976 | 2 | 0.1% |
| 1843.700012 | 1 | < 0.1% |
| 1840.049988 | 3 | |
| 1824.900024 | 2 | 0.1% |
| 1816.550049 | 2 | 0.1% |
| 1809.450012 | 3 | |
| 1808.300049 | 7 | |
| 1807.549988 | 1 | < 0.1% |
| 1806.100037 | 1 | < 0.1% |
BOP
Real number (ℝ)
Zeros
| Distinct | 1977 |
|---|---|
| Distinct (%) | 81.9% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | -0.0026300197 |
| Minimum | -2.7037707 |
|---|---|
| Maximum | 2.7627087 |
| Zeros | 258 |
| Zeros (%) | 10.7% |
| Negative | 1080 |
| Negative (%) | 44.8% |
| Memory size | 37.7 KiB |
Quantile statistics
| Minimum | -2.7037707 |
|---|---|
| 5-th percentile | -0.95038841 |
| Q1 | -0.52571847 |
| median | 0 |
| Q3 | 0.51075336 |
| 95-th percentile | 0.93799358 |
| Maximum | 2.7627087 |
| Range | 5.4664794 |
| Interquartile range (IQR) | 1.0364718 |
Descriptive statistics
| Standard deviation | 0.60142026 |
|---|---|
| Coefficient of variation (CV) | -228.67519 |
| Kurtosis | -0.63687161 |
| Mean | -0.0026300197 |
| Median Absolute Deviation (MAD) | 0.52128122 |
| Skewness | 0.040387014 |
| Sum | -6.3462374 |
| Variance | 0.36170632 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 0 | 258 | 10.7% |
| -1 | 79 | 3.3% |
| 1 | 74 | 3.1% |
| -0.5 | 4 | 0.2% |
| -0.6666666667 | 3 | 0.1% |
| 0.2499978807 | 2 | 0.1% |
| 0.5 | 2 | 0.1% |
| 0.5238095238 | 2 | 0.1% |
| 0.7894748114 | 2 | 0.1% |
| -0.2068863914 | 2 | 0.1% |
| Other values (1967) | 1985 |
| Value | Count | Frequency (%) |
| -2.703770685 | 1 | < 0.1% |
| -1.740754137 | 1 | < 0.1% |
| -1.239478851 | 1 | < 0.1% |
| -1.143006627 | 1 | < 0.1% |
| -1.052082804 | 1 | < 0.1% |
| -1 | 79 | |
| -0.9974201667 | 1 | < 0.1% |
| -0.995328249 | 1 | < 0.1% |
| -0.9945959143 | 1 | < 0.1% |
| -0.9939039368 | 1 | < 0.1% |
| Value | Count | Frequency (%) |
| 2.762708708 | 1 | < 0.1% |
| 2.750012716 | 1 | < 0.1% |
| 1.632767349 | 1 | < 0.1% |
| 1.263138452 | 1 | < 0.1% |
| 1.058397933 | 1 | < 0.1% |
| 1.043013717 | 1 | < 0.1% |
| 1 | 74 | |
| 0.9965165242 | 1 | < 0.1% |
| 0.9961794894 | 1 | < 0.1% |
| 0.9961547852 | 1 | < 0.1% |
CMO
Numeric time series
High correlation
| Distinct | 2410 |
|---|---|
| Distinct (%) | 99.9% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 2.6498844 |
|---|---|
| Minimum | -73.147026 |
| Maximum | 80.217411 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Memory size | 37.7 KiB |
Quantile statistics
| Minimum | -73.147026 |
|---|---|
| 5-th percentile | -48.085723 |
| Q1 | -17.900114 |
| median | 2.0380615 |
| Q3 | 23.839999 |
| 95-th percentile | 52.724304 |
| Maximum | 80.217411 |
| Range | 153.36444 |
| Interquartile range (IQR) | 41.740113 |
Descriptive statistics
| Standard deviation | 29.989305 |
|---|---|
| Coefficient of variation (CV) | 11.317213 |
| Kurtosis | -0.51110769 |
| Mean | 2.6498844 |
| Median Absolute Deviation (MAD) | 20.726036 |
| Skewness | -0.0010215556 |
| Sum | 6394.171 |
| Variance | 899.35842 |
| Monotonicity | Not monotonic |
| Augmented Dickey-Fuller test p-value | 8.075690876 × 10-18 |
Gap statistics
| number of gaps | 500 |
|---|---|
| min | 3 days |
| max | 5 days |
| mean | 3 days, 3 hours and 12 minutes |
| std | 8 hours, 19 minutes and 25.61 seconds |
| Value | Count | Frequency (%) |
| 32.56561351 | 2 | 0.1% |
| -32.94767496 | 2 | 0.1% |
| -21.50095553 | 2 | 0.1% |
| 23.71481591 | 1 | < 0.1% |
| 33.0374231 | 1 | < 0.1% |
| 35.72301983 | 1 | < 0.1% |
| 44.26104995 | 1 | < 0.1% |
| 45.14423733 | 1 | < 0.1% |
| 0.8631344789 | 1 | < 0.1% |
| 45.30479323 | 1 | < 0.1% |
| Other values (2400) | 2400 |
| Value | Count | Frequency (%) |
| -73.14702569 | 1 | |
| -70.79530689 | 1 | |
| -69.81896152 | 1 | |
| -68.80640999 | 1 | |
| -68.74365026 | 1 | |
| -67.08017248 | 1 | |
| -66.99285958 | 1 | |
| -66.49309599 | 1 | |
| -66.28253171 | 1 | |
| -66.14102153 | 1 |
| Value | Count | Frequency (%) |
| 80.21741144 | 1 | |
| 78.55154684 | 1 | |
| 77.7912872 | 1 | |
| 76.20272699 | 1 | |
| 76.15075746 | 1 | |
| 76.04677322 | 1 | |
| 73.38323427 | 1 | |
| 72.44739409 | 1 | |
| 72.22694091 | 1 | |
| 71.12379693 | 1 |
MFI
Numeric time series
| Distinct | 2412 |
|---|---|
| Distinct (%) | > 99.9% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 47.105707 |
|---|---|
| Minimum | -1.0555854 × 10-13 |
| Maximum | 100 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Memory size | 37.7 KiB |
Quantile statistics
| Minimum | -1.0555854 × 10-13 |
|---|---|
| 5-th percentile | 1.5357721 |
| Q1 | 23.866219 |
| median | 44.822142 |
| Q3 | 70.370529 |
| 95-th percentile | 98.727091 |
| Maximum | 100 |
| Range | 100 |
| Interquartile range (IQR) | 46.50431 |
Descriptive statistics
| Standard deviation | 29.721105 |
|---|---|
| Coefficient of variation (CV) | 0.63094488 |
| Kurtosis | -1.0295375 |
| Mean | 47.105707 |
| Median Absolute Deviation (MAD) | 22.866262 |
| Skewness | 0.1479458 |
| Sum | 113666.07 |
| Variance | 883.34407 |
| Monotonicity | Not monotonic |
| Augmented Dickey-Fuller test p-value | 1.171313321 × 10-13 |
Gap statistics
| number of gaps | 500 |
|---|---|
| min | 3 days |
| max | 5 days |
| mean | 3 days, 3 hours and 12 minutes |
| std | 8 hours, 19 minutes and 25.61 seconds |
| Value | Count | Frequency (%) |
| 31.63582704 | 2 | 0.1% |
| 74.12735568 | 1 | < 0.1% |
| 74.17095247 | 1 | < 0.1% |
| 74.22647174 | 1 | < 0.1% |
| 74.26053706 | 1 | < 0.1% |
| 74.30754601 | 1 | < 0.1% |
| 74.36645233 | 1 | < 0.1% |
| 74.383425 | 1 | < 0.1% |
| 74.19925746 | 1 | < 0.1% |
| 48.9876801 | 1 | < 0.1% |
| Other values (2402) | 2402 |
| Value | Count | Frequency (%) |
| -1.055585375 × 10-13 | 1 | |
| -8.486371619 × 10-14 | 1 | |
| 0.01978739156 | 1 | |
| 0.02009422441 | 1 | |
| 0.02197089819 | 1 | |
| 0.02200934187 | 1 | |
| 0.0223948831 | 1 | |
| 0.02248953769 | 1 | |
| 0.02415029851 | 1 | |
| 0.03542902716 | 1 |
| Value | Count | Frequency (%) |
| 100 | 1 | |
| 100 | 1 | |
| 100 | 1 | |
| 99.98924864 | 1 | |
| 99.98920962 | 1 | |
| 99.98891351 | 1 | |
| 99.98875766 | 1 | |
| 99.98867452 | 1 | |
| 99.98844335 | 1 | |
| 99.9880335 | 1 |
ROC
Numeric time series
High correlation
| Distinct | 2411 |
|---|---|
| Distinct (%) | 99.9% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 0.17276313 |
|---|---|
| Minimum | -14.962502 |
| Maximum | 12.136097 |
| Zeros | 2 |
| Zeros (%) | 0.1% |
| Memory size | 37.7 KiB |
Quantile statistics
| Minimum | -14.962502 |
|---|---|
| 5-th percentile | -4.8687529 |
| Q1 | -1.638931 |
| median | 0.24511586 |
| Q3 | 2.1196613 |
| 95-th percentile | 5.0246293 |
| Maximum | 12.136097 |
| Range | 27.098599 |
| Interquartile range (IQR) | 3.7585923 |
Descriptive statistics
| Standard deviation | 3.0806652 |
|---|---|
| Coefficient of variation (CV) | 17.831729 |
| Kurtosis | 1.268804 |
| Mean | 0.17276313 |
| Median Absolute Deviation (MAD) | 1.8783054 |
| Skewness | -0.28913016 |
| Sum | 416.87742 |
| Variance | 9.490498 |
| Monotonicity | Not monotonic |
| Augmented Dickey-Fuller test p-value | 4.59855029 × 10-16 |
Gap statistics
| number of gaps | 500 |
|---|---|
| min | 3 days |
| max | 5 days |
| mean | 3 days, 3 hours and 12 minutes |
| std | 8 hours, 19 minutes and 25.61 seconds |
| Value | Count | Frequency (%) |
| 0 | 2 | 0.1% |
| 0.02279659924 | 2 | 0.1% |
| 2.514445748 | 1 | < 0.1% |
| 4.368498475 | 1 | < 0.1% |
| 5.816441979 | 1 | < 0.1% |
| 5.828113592 | 1 | < 0.1% |
| 6.097864752 | 1 | < 0.1% |
| 7.133404139 | 1 | < 0.1% |
| 4.22546774 | 1 | < 0.1% |
| 3.647760349 | 1 | < 0.1% |
| Other values (2401) | 2401 |
| Value | Count | Frequency (%) |
| -14.96250153 | 1 | |
| -12.0644566 | 1 | |
| -12.01171454 | 1 | |
| -11.95479206 | 1 | |
| -11.79164089 | 1 | |
| -11.78548218 | 1 | |
| -11.65397813 | 1 | |
| -11.43201554 | 1 | |
| -11.36276124 | 1 | |
| -11.19656923 | 1 |
| Value | Count | Frequency (%) |
| 12.13609714 | 1 | |
| 11.85909392 | 1 | |
| 10.99067973 | 1 | |
| 10.43737604 | 1 | |
| 10.29721665 | 1 | |
| 9.823697503 | 1 | |
| 9.448472266 | 1 | |
| 8.557159261 | 1 | |
| 8.431130327 | 1 | |
| 8.404483732 | 1 |
WILLR
Numeric time series
High correlation Zeros
| Distinct | 2322 |
|---|---|
| Distinct (%) | 96.2% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | -47.577534 |
|---|---|
| Minimum | -100 |
| Maximum | 8.8327657 |
| Zeros | 43 |
| Zeros (%) | 1.8% |
| Memory size | 37.7 KiB |
Quantile statistics
| Minimum | -100 |
|---|---|
| 5-th percentile | -96.031728 |
| Q1 | -77.264587 |
| median | -46.099291 |
| Q3 | -16.464696 |
| 95-th percentile | -2.3719126 |
| Maximum | 8.8327657 |
| Range | 108.83277 |
| Interquartile range (IQR) | 60.799891 |
Descriptive statistics
| Standard deviation | 32.08618 |
|---|---|
| Coefficient of variation (CV) | -0.67439772 |
| Kurtosis | -1.38513 |
| Mean | -47.577534 |
| Median Absolute Deviation (MAD) | 30.360209 |
| Skewness | -0.077394496 |
| Sum | -114804.59 |
| Variance | 1029.523 |
| Monotonicity | Not monotonic |
| Augmented Dickey-Fuller test p-value | 5.406583162 × 10-24 |
Gap statistics
| number of gaps | 500 |
|---|---|
| min | 3 days |
| max | 5 days |
| mean | 3 days, 3 hours and 12 minutes |
| std | 8 hours, 19 minutes and 25.61 seconds |
| Value | Count | Frequency (%) |
| -0 | 43 | 1.8% |
| -100 | 40 | 1.7% |
| -85.95509471 | 2 | 0.1% |
| -100 | 2 | 0.1% |
| -23.08816349 | 2 | 0.1% |
| -79.05489887 | 2 | 0.1% |
| -75.51020408 | 2 | 0.1% |
| -84.37500701 | 2 | 0.1% |
| -12.18472633 | 2 | 0.1% |
| -25.30327199 | 2 | 0.1% |
| Other values (2312) | 2314 |
| Value | Count | Frequency (%) |
| -100 | 2 | 0.1% |
| -100 | 40 | |
| -100 | 1 | < 0.1% |
| -99.85055972 | 1 | < 0.1% |
| -99.83900866 | 1 | < 0.1% |
| -99.83556627 | 1 | < 0.1% |
| -99.59121427 | 1 | < 0.1% |
| -99.57291667 | 1 | < 0.1% |
| -99.5641295 | 1 | < 0.1% |
| -99.54209655 | 1 | < 0.1% |
| Value | Count | Frequency (%) |
| 8.832765662 | 1 | < 0.1% |
| 1.810916093 | 1 | < 0.1% |
| -0 | 43 | |
| -0.1129667638 | 1 | < 0.1% |
| -0.1666259766 | 1 | < 0.1% |
| -0.1750886667 | 1 | < 0.1% |
| -0.1798122839 | 1 | < 0.1% |
| -0.2269783097 | 1 | < 0.1% |
| -0.2308902383 | 1 | < 0.1% |
| -0.3141872546 | 1 | < 0.1% |
AD
Numeric time series
High correlation Non stationary Seasonal
| Distinct | 2259 |
|---|---|
| Distinct (%) | 93.6% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | -454972.01 |
|---|---|
| Minimum | -1234611.5 |
| Maximum | 602582.62 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Memory size | 37.7 KiB |
Quantile statistics
| Minimum | -1234611.5 |
|---|---|
| 5-th percentile | -1060785 |
| Q1 | -809235.75 |
| median | -410791.28 |
| Q3 | -43030.143 |
| 95-th percentile | 130215.73 |
| Maximum | 602582.62 |
| Range | 1837194.1 |
| Interquartile range (IQR) | 766205.61 |
Descriptive statistics
| Standard deviation | 419402.29 |
|---|---|
| Coefficient of variation (CV) | -0.92181999 |
| Kurtosis | -0.8375401 |
| Mean | -454972.01 |
| Median Absolute Deviation (MAD) | 386374.77 |
| Skewness | 0.042134435 |
| Sum | -1.0978475 × 109 |
| Variance | 1.7589828 × 1011 |
| Monotonicity | Not monotonic |
| Augmented Dickey-Fuller test p-value | 0.4852503218 |
Gap statistics
| number of gaps | 500 |
|---|---|
| min | 3 days |
| max | 5 days |
| mean | 3 days, 3 hours and 12 minutes |
| std | 8 hours, 19 minutes and 25.61 seconds |
| Value | Count | Frequency (%) |
| -283378.1018 | 8 | 0.3% |
| -435654.285 | 6 | 0.2% |
| -406646.4175 | 5 | 0.2% |
| -413454.4718 | 4 | 0.2% |
| -3775.075883 | 4 | 0.2% |
| -502.3646478 | 4 | 0.2% |
| -669727.77 | 4 | 0.2% |
| -495.2777836 | 3 | 0.1% |
| -613110.3593 | 3 | 0.1% |
| -669731.77 | 3 | 0.1% |
| Other values (2249) | 2369 |
| Value | Count | Frequency (%) |
| -1234611.529 | 1 | |
| -1231919.176 | 1 | |
| -1230671.813 | 1 | |
| -1230380.154 | 1 | |
| -1230376.42 | 1 | |
| -1230128.872 | 1 | |
| -1230115.997 | 1 | |
| -1229927.086 | 1 | |
| -1229614.842 | 1 | |
| -1229505.432 | 1 |
| Value | Count | Frequency (%) |
| 602582.6186 | 1 | |
| 602414.2226 | 1 | |
| 602361.1719 | 1 | |
| 602341.1744 | 1 | |
| 602314.6412 | 1 | |
| 602214.5471 | 1 | |
| 601905.2581 | 1 | |
| 601888.0712 | 1 | |
| 601859.5981 | 1 | |
| 601784.5981 | 1 |
OBV
Numeric time series
High correlation Non stationary Seasonal
| Distinct | 2319 |
|---|---|
| Distinct (%) | 96.1% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | -896031.31 |
|---|---|
| Minimum | -2560065 |
| Maximum | 249125 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Memory size | 37.7 KiB |
Quantile statistics
| Minimum | -2560065 |
|---|---|
| 5-th percentile | -2282005.2 |
| Q1 | -1567058 |
| median | -600265 |
| Q3 | -178768 |
| 95-th percentile | 213877.2 |
| Maximum | 249125 |
| Range | 2809190 |
| Interquartile range (IQR) | 1388290 |
Descriptive statistics
| Standard deviation | 814215.22 |
|---|---|
| Coefficient of variation (CV) | -0.90869059 |
| Kurtosis | -1.1914409 |
| Mean | -896031.31 |
| Median Absolute Deviation (MAD) | 604409 |
| Skewness | -0.3770388 |
| Sum | -2.1621235 × 109 |
| Variance | 6.6294642 × 1011 |
| Monotonicity | Not monotonic |
| Augmented Dickey-Fuller test p-value | 0.7614085774 |
Gap statistics
| number of gaps | 500 |
|---|---|
| min | 3 days |
| max | 5 days |
| mean | 3 days, 3 hours and 12 minutes |
| std | 8 hours, 19 minutes and 25.61 seconds |
| Value | Count | Frequency (%) |
| -2537169 | 6 | 0.2% |
| -2282232 | 4 | 0.2% |
| -2558743 | 3 | 0.1% |
| -2558748 | 3 | 0.1% |
| -229275 | 3 | 0.1% |
| -1878853 | 3 | 0.1% |
| -2221882 | 3 | 0.1% |
| -1988855 | 3 | 0.1% |
| -376843 | 2 | 0.1% |
| -444954 | 2 | 0.1% |
| Other values (2309) | 2381 |
| Value | Count | Frequency (%) |
| -2560065 | 1 | |
| -2560056 | 1 | |
| -2559952 | 1 | |
| -2559849 | 1 | |
| -2559815 | 1 | |
| -2559728 | 1 | |
| -2559548 | 1 | |
| -2559353 | 1 | |
| -2559277 | 1 | |
| -2558978 | 1 |
| Value | Count | Frequency (%) |
| 249125 | 1 | |
| 249091 | 1 | |
| 249048 | 1 | |
| 249045 | 1 | |
| 249019 | 2 | |
| 249001 | 1 | |
| 248982 | 1 | |
| 248964 | 1 | |
| 248955 | 1 | |
| 248909 | 1 |
NATR
Numeric time series
High correlation Non stationary Seasonal Unique
| Distinct | 2413 |
|---|---|
| Distinct (%) | 100.0% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 1.1825944 |
|---|---|
| Minimum | 0.50183061 |
| Maximum | 3.3283981 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Memory size | 37.7 KiB |
Quantile statistics
| Minimum | 0.50183061 |
|---|---|
| 5-th percentile | 0.66080245 |
| Q1 | 0.87823114 |
| median | 1.1233093 |
| Q3 | 1.3814254 |
| 95-th percentile | 1.9323832 |
| Maximum | 3.3283981 |
| Range | 2.8265675 |
| Interquartile range (IQR) | 0.50319424 |
Descriptive statistics
| Standard deviation | 0.41661152 |
|---|---|
| Coefficient of variation (CV) | 0.35228605 |
| Kurtosis | 2.4774657 |
| Mean | 1.1825944 |
| Median Absolute Deviation (MAD) | 0.25050125 |
| Skewness | 1.2748446 |
| Sum | 2853.6004 |
| Variance | 0.17356516 |
| Monotonicity | Not monotonic |
| Augmented Dickey-Fuller test p-value | 0.0006971886232 |
Gap statistics
| number of gaps | 500 |
|---|---|
| min | 3 days |
| max | 5 days |
| mean | 3 days, 3 hours and 12 minutes |
| std | 8 hours, 19 minutes and 25.61 seconds |
| Value | Count | Frequency (%) |
| 1.461417509 | 1 | < 0.1% |
| 1.46284803 | 1 | < 0.1% |
| 1.507676938 | 1 | < 0.1% |
| 1.50826724 | 1 | < 0.1% |
| 1.570800727 | 1 | < 0.1% |
| 1.558481648 | 1 | < 0.1% |
| 1.55973296 | 1 | < 0.1% |
| 1.86742524 | 1 | < 0.1% |
| 1.909019894 | 1 | < 0.1% |
| 1.892299289 | 1 | < 0.1% |
| Other values (2403) | 2403 |
| Value | Count | Frequency (%) |
| 0.5018306113 | 1 | |
| 0.5154722927 | 1 | |
| 0.5174619423 | 1 | |
| 0.5228835798 | 1 | |
| 0.5403797472 | 1 | |
| 0.5435462956 | 1 | |
| 0.5435690736 | 1 | |
| 0.5541379804 | 1 | |
| 0.5558183037 | 1 | |
| 0.5573688265 | 1 |
| Value | Count | Frequency (%) |
| 3.328398137 | 1 | |
| 3.297336294 | 1 | |
| 3.142683734 | 1 | |
| 3.129439244 | 1 | |
| 3.123114087 | 1 | |
| 3.049894696 | 1 | |
| 3.0235074 | 1 | |
| 3.01898457 | 1 | |
| 2.921445457 | 1 | |
| 2.886098606 | 1 |
ATR
Numeric time series
High correlation Non stationary Seasonal Unique
| Distinct | 2413 |
|---|---|
| Distinct (%) | 100.0% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 16.068052 |
|---|---|
| Minimum | 6.4264427 |
| Maximum | 54.425832 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Memory size | 37.7 KiB |
Quantile statistics
| Minimum | 6.4264427 |
|---|---|
| 5-th percentile | 8.3688195 |
| Q1 | 11.328738 |
| median | 14.843622 |
| Q3 | 18.432843 |
| 95-th percentile | 29.429388 |
| Maximum | 54.425832 |
| Range | 47.999389 |
| Interquartile range (IQR) | 7.1041049 |
Descriptive statistics
| Standard deviation | 6.9353035 |
|---|---|
| Coefficient of variation (CV) | 0.43162069 |
| Kurtosis | 5.2800447 |
| Mean | 16.068052 |
| Median Absolute Deviation (MAD) | 3.5400047 |
| Skewness | 1.8978187 |
| Sum | 38772.209 |
| Variance | 48.098434 |
| Monotonicity | Not monotonic |
| Augmented Dickey-Fuller test p-value | 0.004174345215 |
Gap statistics
| number of gaps | 500 |
|---|---|
| min | 3 days |
| max | 5 days |
| mean | 3 days, 3 hours and 12 minutes |
| std | 8 hours, 19 minutes and 25.61 seconds |
| Value | Count | Frequency (%) |
| 16.04490319 | 1 | < 0.1% |
| 15.86312439 | 1 | < 0.1% |
| 16.33718693 | 1 | < 0.1% |
| 16.33453421 | 1 | < 0.1% |
| 17.3463532 | 1 | < 0.1% |
| 17.41447431 | 1 | < 0.1% |
| 17.33487249 | 1 | < 0.1% |
| 19.8395262 | 1 | < 0.1% |
| 20.08670639 | 1 | < 0.1% |
| 20.16623259 | 1 | < 0.1% |
| Other values (2403) | 2403 |
| Value | Count | Frequency (%) |
| 6.426442686 | 1 | |
| 6.605401693 | 1 | |
| 6.613509516 | 1 | |
| 6.659445144 | 1 | |
| 6.734507386 | 1 | |
| 6.791007954 | 1 | |
| 6.947662145 | 1 | |
| 6.983775723 | 1 | |
| 6.995984238 | 1 | |
| 7.044162412 | 1 |
| Value | Count | Frequency (%) |
| 54.42583206 | 1 | |
| 53.00474034 | 1 | |
| 50.74491272 | 1 | |
| 50.58112802 | 1 | |
| 50.45390808 | 1 | |
| 50.02742418 | 1 | |
| 49.43587233 | 1 | |
| 48.99291465 | 1 | |
| 48.37913677 | 1 | |
| 48.12291244 | 1 |
TRANGE
Real number (ℝ)
High correlation
| Distinct | 648 |
|---|---|
| Distinct (%) | 26.9% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 16.075674 |
| Minimum | 0.099975586 |
|---|---|
| Maximum | 163 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 37.7 KiB |
Quantile statistics
| Minimum | 0.099975586 |
|---|---|
| 5-th percentile | 3.7000244 |
| Q1 | 8.3000488 |
| median | 13.099976 |
| Q3 | 20.299927 |
| 95-th percentile | 38.139966 |
| Maximum | 163 |
| Range | 162.90002 |
| Interquartile range (IQR) | 11.999878 |
Descriptive statistics
| Standard deviation | 12.478035 |
|---|---|
| Coefficient of variation (CV) | 0.77620605 |
| Kurtosis | 18.024959 |
| Mean | 16.075674 |
| Median Absolute Deviation (MAD) | 5.5 |
| Skewness | 3.0330885 |
| Sum | 38790.6 |
| Variance | 155.70136 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 10.5 | 18 | 0.7% |
| 8 | 17 | 0.7% |
| 9 | 17 | 0.7% |
| 11.30004883 | 16 | 0.7% |
| 14.40002441 | 16 | 0.7% |
| 10 | 16 | 0.7% |
| 5 | 15 | 0.6% |
| 11.5 | 15 | 0.6% |
| 14 | 15 | 0.6% |
| 7.099975586 | 15 | 0.6% |
| Other values (638) | 2253 |
| Value | Count | Frequency (%) |
| 0.09997558594 | 3 | |
| 0.1999511719 | 3 | |
| 0.3000488281 | 2 | 0.1% |
| 0.3999023438 | 2 | 0.1% |
| 0.5999755859 | 5 | |
| 0.6999511719 | 2 | 0.1% |
| 0.8000488281 | 2 | 0.1% |
| 0.8999023438 | 1 | < 0.1% |
| 0.9000244141 | 1 | < 0.1% |
| 1 | 3 |
| Value | Count | Frequency (%) |
| 163 | 1 | |
| 121.4000244 | 1 | |
| 105.2000732 | 1 | |
| 102.8999023 | 1 | |
| 101.9000244 | 1 | |
| 99.40002441 | 1 | |
| 98.19995117 | 1 | |
| 94.09997559 | 1 | |
| 84.70007324 | 1 | |
| 84.5 | 1 |
TSF
Numeric time series
High correlation Non stationary Unique
| Distinct | 2413 |
|---|---|
| Distinct (%) | 100.0% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 1343.3814 |
|---|---|
| Minimum | 1056.7846 |
| Maximum | 1888.4583 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Memory size | 37.7 KiB |
Quantile statistics
| Minimum | 1056.7846 |
|---|---|
| 5-th percentile | 1119.7978 |
| Q1 | 1220.9286 |
| median | 1291.6637 |
| Q3 | 1409.5682 |
| 95-th percentile | 1720.4506 |
| Maximum | 1888.4583 |
| Range | 831.67364 |
| Interquartile range (IQR) | 188.63955 |
Descriptive statistics
| Standard deviation | 181.16143 |
|---|---|
| Coefficient of variation (CV) | 0.1348548 |
| Kurtosis | 0.088904567 |
| Mean | 1343.3814 |
| Median Absolute Deviation (MAD) | 82.639553 |
| Skewness | 0.98090481 |
| Sum | 3241579.3 |
| Variance | 32819.464 |
| Monotonicity | Not monotonic |
| Augmented Dickey-Fuller test p-value | 0.409235386 |
Gap statistics
| number of gaps | 500 |
|---|---|
| min | 3 days |
| max | 5 days |
| mean | 3 days, 3 hours and 12 minutes |
| std | 8 hours, 19 minutes and 25.61 seconds |
| Value | Count | Frequency (%) |
| 1094.545033 | 1 | < 0.1% |
| 1085.425272 | 1 | < 0.1% |
| 1077.28241 | 1 | < 0.1% |
| 1071.496695 | 1 | < 0.1% |
| 1075.814288 | 1 | < 0.1% |
| 1081.571445 | 1 | < 0.1% |
| 1087.312118 | 1 | < 0.1% |
| 1080.967068 | 1 | < 0.1% |
| 1072.153864 | 1 | < 0.1% |
| 1071.453843 | 1 | < 0.1% |
| Other values (2403) | 2403 |
| Value | Count | Frequency (%) |
| 1056.784609 | 1 | |
| 1057.547257 | 1 | |
| 1057.926381 | 1 | |
| 1057.938458 | 1 | |
| 1058.305496 | 1 | |
| 1058.949437 | 1 | |
| 1060.77256 | 1 | |
| 1061.138459 | 1 | |
| 1061.182409 | 1 | |
| 1061.443986 | 1 |
| Value | Count | Frequency (%) |
| 1888.458252 | 1 | |
| 1875.197794 | 1 | |
| 1864.256038 | 1 | |
| 1863.53079 | 1 | |
| 1855.987911 | 1 | |
| 1852.848367 | 1 | |
| 1850.526373 | 1 | |
| 1848.895608 | 1 | |
| 1839.485708 | 1 | |
| 1838.529656 | 1 |
Interactions
Correlations
| AD | ATR | BOP | CMO | EMA | KAMA | MA | MFI | MidPrice | NATR | OBV | ROC | TRANGE | TSF | WILLR | WMA | close | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AD | 1.000 | 0.309 | 0.052 | 0.164 | 0.577 | 0.578 | 0.574 | 0.161 | 0.571 | 0.109 | 0.536 | 0.097 | 0.178 | 0.576 | 0.144 | 0.577 | 0.581 |
| ATR | 0.309 | 1.000 | 0.021 | 0.007 | 0.444 | 0.446 | 0.445 | 0.094 | 0.442 | 0.925 | 0.570 | 0.004 | 0.576 | 0.436 | 0.009 | 0.443 | 0.437 |
| BOP | 0.052 | 0.021 | 1.000 | 0.329 | 0.027 | 0.024 | 0.019 | 0.065 | 0.021 | -0.004 | 0.046 | 0.257 | 0.025 | 0.038 | 0.387 | 0.028 | 0.082 |
| CMO | 0.164 | 0.007 | 0.329 | 1.000 | 0.092 | 0.080 | 0.076 | 0.376 | 0.073 | -0.063 | 0.061 | 0.867 | 0.040 | 0.193 | 0.912 | 0.116 | 0.206 |
| EMA | 0.577 | 0.444 | 0.027 | 0.092 | 1.000 | 0.998 | 0.999 | 0.092 | 0.998 | 0.115 | 0.338 | 0.046 | 0.251 | 0.988 | 0.050 | 0.999 | 0.989 |
| KAMA | 0.578 | 0.446 | 0.024 | 0.080 | 0.998 | 1.000 | 0.997 | 0.086 | 0.996 | 0.119 | 0.347 | 0.036 | 0.251 | 0.986 | 0.037 | 0.997 | 0.986 |
| MA | 0.574 | 0.445 | 0.019 | 0.076 | 0.999 | 0.997 | 1.000 | 0.091 | 0.999 | 0.117 | 0.337 | 0.028 | 0.251 | 0.986 | 0.030 | 0.998 | 0.985 |
| MFI | 0.161 | 0.094 | 0.065 | 0.376 | 0.092 | 0.086 | 0.091 | 1.000 | 0.087 | 0.053 | 0.151 | 0.301 | 0.058 | 0.146 | 0.323 | 0.105 | 0.133 |
| MidPrice | 0.571 | 0.442 | 0.021 | 0.073 | 0.998 | 0.996 | 0.999 | 0.087 | 1.000 | 0.115 | 0.333 | 0.020 | 0.249 | 0.983 | 0.023 | 0.997 | 0.984 |
| NATR | 0.109 | 0.925 | -0.004 | -0.063 | 0.115 | 0.119 | 0.117 | 0.053 | 0.115 | 1.000 | 0.482 | -0.045 | 0.545 | 0.106 | -0.052 | 0.113 | 0.105 |
| OBV | 0.536 | 0.570 | 0.046 | 0.061 | 0.338 | 0.347 | 0.337 | 0.151 | 0.333 | 0.482 | 1.000 | 0.033 | 0.294 | 0.334 | 0.076 | 0.338 | 0.337 |
| ROC | 0.097 | 0.004 | 0.257 | 0.867 | 0.046 | 0.036 | 0.028 | 0.301 | 0.020 | -0.045 | 0.033 | 1.000 | 0.038 | 0.157 | 0.870 | 0.071 | 0.153 |
| TRANGE | 0.178 | 0.576 | 0.025 | 0.040 | 0.251 | 0.251 | 0.251 | 0.058 | 0.249 | 0.545 | 0.294 | 0.038 | 1.000 | 0.251 | 0.023 | 0.251 | 0.250 |
| TSF | 0.576 | 0.436 | 0.038 | 0.193 | 0.988 | 0.986 | 0.986 | 0.146 | 0.983 | 0.106 | 0.334 | 0.157 | 0.251 | 1.000 | 0.145 | 0.993 | 0.992 |
| WILLR | 0.144 | 0.009 | 0.387 | 0.912 | 0.050 | 0.037 | 0.030 | 0.323 | 0.023 | -0.052 | 0.076 | 0.870 | 0.023 | 0.145 | 1.000 | 0.070 | 0.166 |
| WMA | 0.577 | 0.443 | 0.028 | 0.116 | 0.999 | 0.997 | 0.998 | 0.105 | 0.997 | 0.113 | 0.338 | 0.071 | 0.251 | 0.993 | 0.070 | 1.000 | 0.991 |
| close | 0.581 | 0.437 | 0.082 | 0.206 | 0.989 | 0.986 | 0.985 | 0.133 | 0.984 | 0.105 | 0.337 | 0.153 | 0.250 | 0.992 | 0.166 | 0.991 | 1.000 |
Missing values
Sample
| Date | close | repaired? | MA | EMA | KAMA | WMA | MidPrice | BOP | CMO | MFI | ROC | WILLR | AD | OBV | NATR | ATR | TRANGE | TSF | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2010-01-26 | 2010-01-26 | 1097.900024 | False | 1117.499988 | 1111.457679 | 1120.654404 | 1108.918164 | 1120.099976 | 0.000000 | -14.699783 | 64.341830 | -4.588505 | -80.946248 | 502.508257 | 662.0 | 1.461418 | 16.044903 | 2.700073 | 1094.545033 |
| 2010-01-27 | 2010-01-27 | 1084.400024 | False | 1113.049988 | 1106.538106 | 1117.136987 | 1102.899989 | 1114.450012 | 0.000000 | -25.747534 | 0.175818 | -3.941890 | -98.209686 | 502.508257 | -206032.0 | 1.462848 | 15.863124 | 13.500000 | 1085.425272 |
| 2010-01-28 | 2010-01-28 | 1083.599976 | False | 1107.769983 | 1102.367537 | 1112.374701 | 1097.545441 | 1109.549988 | -0.186670 | -26.375428 | 0.118218 | -4.646256 | -88.181790 | -7141.076639 | -307200.0 | 1.507677 | 16.337187 | 22.500000 | 1077.282410 |
| 2010-01-29 | 2010-01-29 | 1083.000000 | False | 1101.809985 | 1098.846166 | 1106.750307 | 1093.041808 | 1106.449951 | -0.122699 | -26.890566 | 0.096377 | -5.216172 | -88.863581 | -6649.136970 | -318656.0 | 1.508267 | 16.334534 | 16.300049 | 1071.496695 |
| 2010-02-01 | 2010-02-01 | 1104.300049 | False | 1099.229993 | 1099.837781 | 1106.639691 | 1093.494547 | 1106.449951 | 0.763936 | 0.555807 | 0.806533 | -2.282977 | -62.976074 | -4679.497626 | -316204.0 | 1.570801 | 17.346353 | 30.500000 | 1075.814288 |
| 2010-02-02 | 2010-02-02 | 1117.400024 | False | 1097.000000 | 1103.030916 | 1107.021120 | 1096.798189 | 1103.099976 | 0.000000 | 13.361779 | 1.845782 | -1.956649 | -39.202161 | -1753.334679 | -312878.0 | 1.558482 | 17.414474 | 18.300049 | 1081.571445 |
| 2010-02-03 | 2010-02-03 | 1111.400024 | False | 1096.909998 | 1104.552572 | 1107.043032 | 1099.416375 | 1099.049988 | -0.269939 | 6.389570 | 2.109863 | -0.080916 | -47.455248 | -2313.275232 | -313731.0 | 1.559733 | 17.334872 | 16.300049 | 1087.312118 |
| 2010-02-04 | 2010-02-04 | 1062.400024 | False | 1092.880005 | 1096.888473 | 1104.109372 | 1093.141835 | 1091.950012 | -0.920697 | -31.718060 | 2.075298 | -3.654659 | -95.786832 | -3551.714714 | -315157.0 | 1.867425 | 19.839526 | 52.400024 | 1080.967068 |
| 2010-02-05 | 2010-02-05 | 1052.199951 | False | 1089.180005 | 1088.763287 | 1100.984434 | 1085.745461 | 1085.049988 | 0.000000 | -36.942218 | 2.063641 | -3.396989 | -92.592593 | -4332.438207 | -317113.0 | 1.909020 | 20.086706 | 23.300049 | 1072.153864 |
| 2010-02-08 | 2010-02-08 | 1065.699951 | False | 1086.230005 | 1084.569953 | 1099.567037 | 1081.476361 | 1085.049988 | 0.000000 | -23.092814 | 2.217049 | -2.693572 | -76.651494 | -4499.933583 | -316564.0 | 1.892299 | 20.166233 | 21.200073 | 1071.453843 |
| Date | close | repaired? | MA | EMA | KAMA | WMA | MidPrice | BOP | CMO | MFI | ROC | WILLR | AD | OBV | NATR | ATR | TRANGE | TSF | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019-08-16 | 2019-08-16 | 1512.500000 | False | 1499.409998 | 1495.662755 | 1501.136732 | 1506.925451 | 1485.900024 | -0.608038 | 48.636991 | 91.295900 | 4.627838 | -14.482777 | -210132.389109 | -1737756.0 | 1.330141 | 20.118377 | 19.900024 | 1539.456047 |
| 2019-08-19 | 2019-08-19 | 1500.400024 | False | 1502.990002 | 1496.524076 | 1501.080501 | 1507.105455 | 1494.549988 | -0.462582 | 29.157164 | 43.895422 | 2.444357 | -23.754789 | -210128.204740 | -1737961.0 | 1.338400 | 20.081348 | 19.599976 | 1536.559345 |
| 2019-08-20 | 2019-08-20 | 1504.599976 | False | 1506.209998 | 1497.992422 | 1501.322022 | 1507.398178 | 1502.299988 | 0.825581 | 32.565614 | 59.318731 | 2.186902 | -20.536436 | -209811.740105 | -1737475.0 | 1.280158 | 19.261250 | 8.599976 | 1531.898895 |
| 2019-08-21 | 2019-08-21 | 1504.599976 | False | 1505.939990 | 1499.193795 | 1501.348692 | 1507.105447 | 1507.549988 | -0.048395 | 32.565614 | 76.637869 | -0.179133 | -27.043446 | -209506.904508 | -1737475.0 | 1.218151 | 18.328300 | 6.199951 | 1523.736256 |
| 2019-08-22 | 2019-08-22 | 1497.300049 | False | 1505.900000 | 1498.849478 | 1501.329715 | 1505.534548 | 1507.549988 | 0.628592 | 20.160212 | 64.207443 | -0.026701 | -37.472501 | -208820.904508 | -1738161.0 | 1.188176 | 17.790559 | 10.799927 | 1515.071433 |
| 2019-08-23 | 2019-08-23 | 1526.599976 | False | 1508.900000 | 1503.895023 | 1503.131655 | 1509.298180 | 1507.549988 | 0.970674 | 43.669103 | 64.270827 | 2.004544 | -6.512950 | -207895.558508 | -1737178.0 | 1.241682 | 18.955517 | 34.099976 | 1516.414278 |
| 2019-08-26 | 2019-08-26 | 1526.300049 | False | 1511.000000 | 1507.968664 | 1504.263387 | 1512.461825 | 1513.500000 | -0.889469 | 43.189557 | 63.750455 | 1.395071 | -24.251036 | -208159.242719 | -1737512.0 | 1.242134 | 18.958695 | 19.000000 | 1516.998912 |
| 2019-08-27 | 2019-08-27 | 1541.000000 | False | 1514.880005 | 1513.974361 | 1507.963599 | 1517.916371 | 1518.100037 | 0.772060 | 51.927714 | 60.301756 | 2.582882 | -3.859136 | -208020.095112 | -1737346.0 | 1.215644 | 18.733068 | 15.799927 | 1526.142876 |
| 2019-08-28 | 2019-08-28 | 1537.800049 | False | 1517.070007 | 1518.306305 | 1509.481219 | 1522.083651 | 1518.100037 | -1.000000 | 46.478298 | 70.782369 | 1.444688 | -9.228173 | -210776.095112 | -1740102.0 | 1.146024 | 17.623560 | 3.199951 | 1531.573651 |
| 2019-08-29 | 2019-08-29 | 1526.500000 | False | 1517.760010 | 1519.796067 | 1509.690678 | 1523.798196 | 1521.100037 | -0.370369 | 28.406756 | 65.455213 | 0.454068 | -34.756120 | -211152.983650 | -1740806.0 | 1.211017 | 18.486168 | 29.700073 | 1532.260458 |